+120.2%
BKR vs CLX
-3.7%
+123.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.5% |
| 7D | -7.0% | -5.7% | -1.3% | -6.8% |
| 30D | -8.1% | -17.0% | +8.9% | -7.5% |
| 3M | -6.6% | -9.7% | +3.1% | -6.3% |
| 6M | +0.9% | -19.8% | +20.7% | +1.7% |
| YTD | +31.1% | -9.8% | +40.9% | +31.8% |
| 1Y | +27.7% | -26.2% | +53.9% | +29.1% |
| 3Y | +71.2% | -36.2% | +107.4% | +73.8% |
| 5Y | +177.6% | -38.3% | +216.0% | +180.9% |
| All | +120.2% | -3.7% | +123.8% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling